Monetary Policy and Long-Horizon Uncovered Interest Parity

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Discretion versus policy rules in practice

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Expectations and Exchange Rate Dynamics

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Empirical exchange rate models of the seventies

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The forward discount anomaly and the risk premium: A survey of recent evidence

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The use of technical analysis in the foreign exchange market

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Anomalies: Foreign Exchange

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The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

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Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

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Puzzles in International Financial Markets

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Exchange Rate Economics: A Survey

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The out-of-sample success of term structure models as exchange rate predictors: a step beyond

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Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?

1996 • 219 citations

Uncovered Interest Parity Revisited

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The implications of first-order risk aversion for asset market risk premiums

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The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors

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Testing the Efficiency of the Canadian‐U.S. Exchange Market under the Assumption of no Risk Premium

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Multimod Mark II: A Revised and Extended Model

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Patterns in Exchange Rate Forecasts for Twenty-Five Currencies

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Models of Inflation and the Costs of Disinflation

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Long-term covered interest parity: evidence from currency swaps

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The Yen / Dollar Agreement: Liberalizing Japanese Capital Markets

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Exchange Rate Economics

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On the consistency of short-run and long-run exchange rate expectations

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A robust method for simulating forward-looking models

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Monetary policy and the term structure of interest rates

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SURVEY DATA ON EXCHANGE RATE EXPECTATIONS: MORE CURRENCIES, MORE HORIZONS, MORE TESTS

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THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED¹

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Models of Inflation and the Costs of Disinflation

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Alternative Long-horizon Exchange-rate Predictors

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Uncovered Interest Rate Parity and the Term Structure

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Empirical Assessment of Foreign Currency Risk Premiums

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Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity

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THE "EXCHANGE RISK PREMIUM," UNCOVERED INTEREST PARITY, AND THE TREATMENT OF EXCHANGE RATES IN MULTICOUNTRY MACROECONOMIC MODELS *

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